RBI Put 140 MYM 20.09.2024
/ AT0000A33L17
RBI Put 140 MYM 20.09.2024/ AT0000A33L17 /
| 2024-06-28 9:16:04 AM |
Chg.+0.14 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+5.79% |
-
Bid Size: - |
-
Ask Size: - |
MAYR-MELNHOF KARTON |
140.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
RC0841 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
MAYR-MELNHOF KARTON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
2.76 |
| Time value: |
0.03 |
| Break-even: |
112.10 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
1.82% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-3.43 |
| Rho: |
-0.28 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.91% |
| 1 Month |
|
|
+8.02% |
| 3 Months |
|
|
-6.23% |
| YTD |
|
|
+22.49% |
| 1 Year |
|
|
+35.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.38 |
| 1M High / 1M Low: |
2.95 |
2.37 |
| 6M High / 6M Low: |
3.35 |
1.93 |
| High (YTD): |
2024-03-13 |
3.35 |
| Low (YTD): |
2024-01-26 |
1.93 |
| 52W High: |
2023-10-30 |
3.49 |
| 52W Low: |
2023-08-07 |
1.52 |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
851.65 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
158.19 |
| Avg. price 1Y: |
|
2.41 |
| Avg. volume 1Y: |
|
78.78 |
| Volatility 1M: |
|
66.50% |
| Volatility 6M: |
|
86.10% |
| Volatility 1Y: |
|
83.13% |
| Volatility 3Y: |
|
- |
